Build a Toy Paddock
Get some hard board, wood or even cardboard, about 24 inches by 17 inches(61cm by 43cm) if you are using a Schleich horse, fairly bigger if using a Breyer, also consider the amount of horses you have and adjust the size to fit your requirement, although this will hold about 4 Schleich figurines comfortably.
Next, you need some long pieces of wood preferably quite thin and in small strips.